Boundary Crossing Probabilities of Jump Diffusion Processes to Time-Dependent Boundaries
Crossref DOI link: https://doi.org/10.1007/s11009-018-9685-5
Published Online: 2018-11-05
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wu, Tung-Lung http://orcid.org/0000-0002-5966-1837
Text and Data Mining valid from 2018-11-05
Article History
Received: 21 March 2018
Revised: 28 October 2018
Accepted: 29 October 2018
First Online: 5 November 2018